In reply to BusyLizzie:
I wear Hilly socks, various different ones depending on the weather.
If your feet are getting cold to start with, but then warming up (presumably in line with the rest of your body?) then how about a much more vigorous/extensive warm-up indoors? If you can get your blood properly pumping before you step outside then you should move straight into the 'mile 4' feeling. Plus you don't have to take a cagoule and dump it once you warm up. I don't deny that you feel pretty silly doing lots of star jumps and running up and down the stairs, but worth it for a more enjoyable run.